Question
If you began the year with a portfolio worth $100,000 and its ending value is $97,500, what is your Holding Period Return? If the Kool
If you began the year with a portfolio worth $100,000 and its ending value is $97,500, what is your Holding Period Return?
If the Kool Fund returned 10% last year on a risk level measured with a Beta of 1.12 while T-Bills were returning 3% and the market's risk premium was 8%, calculate Jensen's Alpha of the Kool Fund.
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Corporate Finance
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Gordon Roberts, Hamdi Driss
8th Canadian Edition
01259270114, 9781259270116
